Work in progress Iron Condor automation script

iron_condor.py

@@ -0,0 +1,18 @@
+from datetime import datetime
+from ibkr import Client
+
+ibkr_client = Client(host = '127.0.0.1', port = 7497)
+
+underlying_ticker = ibkr_client.get_ticker('SPX', 'CBOE')
+current_price = underlying_ticker.last
+
+# Filtering strikes based on distance from current price speeds up the request.
+max_strike_distance = 100
+def contract_filter(contract):
+    if contract.right == 'C':
+        return contract.strike <= (current_price + max_strike_distance) and contract.strike >= current_price
+    return contract.strike <= current_price and contract.strike >= (current_price - max_strike_distance)
+
+# The weekly symbol for SPX (SPXW) is required in order to distinguish from monthly options.
+option_chain = ibkr_client.get_option_chain('SPX', datetime.now(), sub_symbol = 'SPXW', contract_filter = contract_filter)
+print(option_chain)